+724.1%
EEM vs SLB
+345.2%
+379.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -2.8% | -7.1% | +4.3% | +0.2% |
| 30D | -11.9% | +4.1% | -16.0% | -13.5% |
| 3M | -8.8% | -2.6% | -6.1% | -8.4% |
| 6M | -11.6% | -8.6% | -3.1% | -9.8% |
| YTD | +9.0% | +32.2% | -23.2% | -5.3% |
| 1Y | +10.6% | +40.7% | -30.1% | -6.6% |
| 3Y | +64.4% | -4.5% | +68.9% | +57.0% |
| 5Y | +31.0% | +66.4% | -35.3% | -11.1% |
| 10Y | +105.6% | -15.1% | +120.7% | +65.8% |
| All | +724.1% | +345.2% | +379.0% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling